I'd want to keep some application windows closed at startup, and it would be more comfortable to define them already in the main XML file than creating new objects later. I couldn't find a proper way to define them as closed at first, because for example Window.Open documentation tells that it can't be used in XML/init.

But then I tried to define open="false" in the XML file against the documentation, and was suprised that it actually did work after all. I'd like to know if it's OK to use it there now? Or does it only happen to work on certain systems (MorphOS), but maybe not on others?

No, it's perfectly fine to set it at initialization time. I've just checked MUI Royale's code and it uses some glue code to make it possible to specify Window.Open at initialization time because MUI itself only supports SG. MUI Royale, however, supports ISG. I need to update the doc